Pages that link to "Item:Q842925"

The following pages link to On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925):

Displaying 50 items.

• On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
• Variable selection in discrete survival models including heterogeneity (Q99247) (← links)
• On various confidence intervals post-model-selection (Q254446) (← links)
• Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
• The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
• Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
• Valid post-selection inference (Q355109) (← links)
• Bootstrapping in non-regular smooth function models (Q444959) (← links)
• Censored quantile regression processes under dependence and penalization (Q471971) (← links)
• Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
• Additive models for quantile regression: model selection and confidence bands (Q642195) (← links)
• Estimating heterogeneous graphical models for discrete data with an application to roll call voting (Q746672) (← links)
• Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Moderately clipped Lasso (Q1663146) (← links)
• Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
• ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
• Uniformly valid confidence sets based on the Lasso (Q1753143) (← links)
• A robust test for network generated dependence (Q1792482) (← links)
• Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (Q1952055) (← links)
• Distributional results for thresholding estimators in high-dimensional Gaussian regression models (Q1952253) (← links)
• Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
• Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis (Q2028591) (← links)
• Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
• Visualization and assessment of model selection uncertainty (Q2101381) (← links)
• Guest editors' introduction to the special issue ``Network psychometrics in action'': methodological innovations inspired by empirical problems (Q2141631) (← links)
• Objective Bayesian edge screening and structure selection for Ising networks (Q2141635) (← links)
• Nonparametric estimation of the random coefficients model: an elastic net approach (Q2155297) (← links)
• On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions (Q2180053) (← links)
• The LASSO on latent indices for regression modeling with ordinal categorical predictors (Q2189591) (← links)
• Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
• Multiplicative regression models with distortion measurement errors (Q2208411) (← links)
• Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
• Functional concurrent linear regression model for spatial images (Q2260207) (← links)
• Bootstrapping Lasso-type estimators in regression models (Q2317244) (← links)
• On the asymptotic variance of the debiased Lasso (Q2326043) (← links)
• On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
• On the impact of model selection on predictor identification and parameter inference (Q2358941) (← links)
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
• Tuning Parameter Selection in Penalized Frailty Models (Q2816680) (← links)
• The Loss Rank Criterion for Variable Selection in Linear Regression Analysis (Q2911677) (← links)
• Estimation and variable selection in partial linear single index models with error-prone linear covariates (Q2934843) (← links)
• SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints (Q3021199) (← links)
• Asymptotic properties of the residual bootstrap for Lasso estimators (Q3065731) (← links)
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
• Hard thresholding regression (Q4629285) (← links)
• INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
• (Q4969262) (← links)
• Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures (Q5036647) (← links)